You are right in the fact that the WSDL files contain the url of "
https://url_to_service" and that is what is set in the interface classes by default. If you use the interfaces through the iControl.Interfaces class, they will all be initialized by the initialize method. In your code, you are accessing the PoolMember interface directly bypassing the iControl.Interfaces object (in your case LB_Interfaces). You'll need to remove the creation of your own PoolMember object and access the set_monitor_association the same way you are with the LocallBPool.get_member() method above.
...
LB_Interfaces.LocalLBPoolMember.set_monitor_association(pools, pool_member)
If you really want to bypass the iControl.Interfaces wrapper class, then you can, but you'll need to manually setup the Url member, as well as the credentials and the ssl cert validation. I would suggest using the Interfaces class as that does all the hard work for you.
Let me know if this gets you on the right path.
-Joe
Nimbostratus